-15.3%
KHC vs CPNG
-45.0%
+29.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +0.9% |
| 7D | -3.3% | -6.9% | +3.6% | -3.3% |
| 30D | +9.1% | +1.1% | +8.0% | +9.1% |
| 3M | +1.4% | -6.3% | +7.7% | +1.4% |
| 6M | +8.4% | -3.8% | +12.2% | +8.3% |
| YTD | +6.2% | -35.2% | +41.4% | +6.3% |
| 1Y | +5.7% | -47.0% | +52.6% | +6.0% |
| 3Y | -12.0% | -0.2% | -11.8% | -12.4% |
| 5Y | -15.3% | -42.5% | +27.1% | -17.3% |
| All | -15.3% | -45.0% | +29.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling